Pages that link to "Item:Q2034152"
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The following pages link to Prepayment risk in reverse mortgages: an intensity-governed surrender model (Q2034152):
Displaying 7 items.
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison (Q1697248) (← links)
- On non-negative equity guarantee calculations with macroeconomic variables related to house prices (Q2670127) (← links)
- Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk (Q6053113) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Reverse mortgage and risk profile awareness: proposals for securitization (Q6580709) (← links)
- Optimal surrender policy for reverse mortgage loans (Q6668691) (← links)